I am trying to create an index manually, where each index entry refers to a page and the corresponding chapter. So basically I am creating my own idx file, then use Latex's MakeIndex functionality to get ind file, and then produce the corresponding PDF file.

Welcome to TeX.SX! You can have a look at our starter guide to familiarize yourself further with our format. your wish is something i'd like too, as one of my "future" projects is indexing tugboat, where volumes and issues are involved as well as page numbers.
– barbara beetonAug 7 '13 at 13:24

3 Answers
3

Makeindex supports composite page numbers. The following example uses the first part for the chapter number and the second part for the page number. A style file for makeindex is created to add macro markup that is defined to analyze the page number to add the formatting (adding Ch, dot, and p).

\indexentry{Aims of regulation|textbf}{1-1}
\indexentry{Aims of regulation|textbf}{1-2}
\indexentry{Aims of regulation|textbf}{1-3}
\indexentry{Aims of regulation}{5-5}
\indexentry{Cost of regulation}{5-6}

Just got back from my holiday hence my late reply. Thanks for your answer. Very helpful. I agree that Ch p style is not the best. Now I am simply using 1-1, 5-3 and so on.
– BarbadosAug 18 '13 at 21:57

Hi can you have a look at my follow up question below. My follow up question is too large to put in this comment box, and starting a new topic didn't make sense to me since it is a follow-up on your solution. Thanks.
– BarbadosAug 21 '13 at 11:22

Just got back from my holiday hence my late reply. Thanks for your answer. Nice workaround. I have decided not to use the Ch p style anymore. Now I am simply using 1-1, 5-3 and so on.
– BarbadosAug 18 '13 at 21:59

How to make them italic? I suspect to use delim_0 ", \itshape " but in this case the italic shape is not locally applied to page number; it goes to text items also.
– SigurApr 9 at 23:03